-12.2%
JOBY vs XME
+122.1%
-134.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.3% |
| 7D | -5.2% | -4.2% | -1.0% | -0.8% |
| 30D | -19.7% | -2.7% | -17.0% | -17.9% |
| 3M | -31.7% | -3.9% | -27.8% | -29.2% |
| 6M | -37.5% | -1.0% | -36.6% | -36.4% |
| YTD | -51.6% | +9.8% | -61.4% | -55.8% |
| 1Y | -53.3% | +32.5% | -85.8% | -64.5% |
| 3Y | -12.2% | +124.3% | -136.6% | -64.4% |
| All | -12.2% | +122.1% | -134.3% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling